A cycle-based bound for subdominant eigenvalues of stochastic matrices

DOI10.1080/03081080701669309MaRDI QIDQ3625587zbMATH OpenOpenAlexFDO

Authors S. J. Kirkland

Publication date 5 May 2009

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL http://eprints.maynoothuniversity.ie/2191/1/SK_cycle_bound_revised.pdf

zbMATH Keywords

directed graphGoogle-type matricesLeslie matricesprimitive stochastic matrixsubdominant eigenvalue

Mathematics Subject Classification ID

Directed graphs (digraphs), tournaments (05C20) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Inequalities involving eigenvalues and eigenvectors (15A42) Stochastic matrices (15B51)

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Cites work

• A note on the eigenvalues of a primitive matrix with large exponent
• An Eigenvalue Region for Leslie Matrices
• Combinatorial Matrix Theory
• Convergence Analysis of a PageRank Updating Algorithm by Langville and Meyer
• Geometric bounds for eigenvalues of Markov chains
• Non-negative matrices and Markov chains.

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(15)

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• An eigenvalue localization theorem for stochastic matrices and its application to Randić matrices
• Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces
• Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices
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• On bounding the eigenvalues of matrices with constant row-sums
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• On equitable partition of matrices and its applications
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• Eigenvalues for stochastic matrices with a prescribed stationary distribution
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